+2,038.9%
STX vs ESI
+321.1%
+1,717.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +1.0% | 0.0% |
| 7D | +16.8% | +8.3% | +8.5% | +12.2% |
| 30D | -27.0% | -10.4% | -16.6% | -21.8% |
| 3M | -37.9% | -13.2% | -24.7% | -32.5% |
| 6M | -32.5% | -23.9% | -8.6% | -21.1% |
| YTD | +98.6% | +34.2% | +64.4% | +76.4% |
| 1Y | +93.6% | +22.2% | +71.4% | +79.8% |
| 3Y | +699.1% | +79.2% | +619.8% | +512.5% |
| 5Y | +481.0% | +38.1% | +442.9% | +388.9% |
| All | +2,038.9% | +321.1% | +1,717.9% | +1,095.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling